fmincon - matrix A depends on x

Helly everyone,

I have looked for a solution on Matlab central but I did not find anyone.

I would like to use the function fmincon in order to minimize a non linear function.

My problem is that the coefficients in the A matrix are dependent on x. I have a lookup table in 3D in Excel to get the coefficients of A. The values, also depending on x, of the function f have to be read also in a lookup table in the Excel file.

Is it possible to use the function fmincon in this case? If yes, could you give me an idea of how can I do it please?

I hope that I made myself clear and thanks you in advance for the help.

Thanks you,

Answer 1

[Sean de Wolski]

Hi Chamun,

Since A depends on the current value of x, these will be non-linear constraints. You will have to use the nonlcon option to fmincon

[Chamun]

Hi Sean de Wolski,

thanks you for your answer. I still have to try to implement it but I think it will work. I did not think to use this option before.

[Matt J]

I have a lookup table in 3D in Excel to get the coefficients of A.

Additionally, you will need to interpolate your look-up table at the current x using a twice differentiable interpolant (e.g., 'spline') so that A(x) is a twice-differentiable function of x. You must not use a discrete, x-dependent index to look up data in the table.

[Sean de Wolski]

@Matt, Chamun,

It might make more sense to use patternsearch then.